"And he said, Let me leave with you some of the people who are with me" (Genesis 33:15). Esau sought to accompany Jacob, but Jacob would not accept it. Our Teacher [Rabbi Judah the Prince], whenever he would go up to the imperial court, would study this passage, and he would not take Romans along with him. One time he did not look into it and he took Romans along with him, and he had not reached Acco before he had to sell his signet ring.
Why Rabbi Judah the Prince Refused a Roman Escort
Yalkut Shimoni on Torah 133:25
(בראשית לג טו) וַיֹּאמֶר אַצִּיגָה נָא עִמְּךָ מִן הָעָם אֲשֶׁר אִתִּי. בִּקֵּשׁ לְלַוּוֹתוֹ וְלֹא קִבֵּל עָלָיו. רַבֵּנוּ כַּד הֲוָה סָלִיק לְמַלְכוּתָא הֲוָה מִסְתַּכֵּל בַּהֲדָא פַּרְשְׁתָא וְלֹא הֲוָה נָסִיב עִמֵּיה רוֹמָאִים חַד זְמַן לֹא אֶסְתַּכֵּל בֵּהּ וְנָסִיב עִמֵּיהּ רוֹמָאִים, וְלֹא הִגִּיעַ לְעַכּוֹ עַד שֶׁמָּכַר פִּינֵס שֶׁלּוֹ.